The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.
\(
\newcommand{\P}[]{\unicode{xB6}}
\newcommand{\AA}[]{\unicode{x212B}}
\newcommand{\empty}[]{\emptyset}
\newcommand{\O}[]{\emptyset}
\newcommand{\Alpha}[]{Α}
\newcommand{\Beta}[]{Β}
\newcommand{\Epsilon}[]{Ε}
\newcommand{\Iota}[]{Ι}
\newcommand{\Kappa}[]{Κ}
\newcommand{\Rho}[]{Ρ}
\newcommand{\Tau}[]{Τ}
\newcommand{\Zeta}[]{Ζ}
\newcommand{\Mu}[]{\unicode{x039C}}
\newcommand{\Chi}[]{Χ}
\newcommand{\Eta}[]{\unicode{x0397}}
\newcommand{\Nu}[]{\unicode{x039D}}
\newcommand{\Omicron}[]{\unicode{x039F}}
\DeclareMathOperator{\sgn}{sgn}
\def\oiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x222F}\,}{\unicode{x222F}}{\unicode{x222F}}{\unicode{x222F}}}\,}\nolimits}
\def\oiiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x2230}\,}{\unicode{x2230}}{\unicode{x2230}}{\unicode{x2230}}}\,}\nolimits}
\)
Linear Algebra
Definiteness
A square matrix \(\displaystyle A\) is positive definite if for all vectors \(\displaystyle x\), \(\displaystyle x^T A x \gt 0 \).
If the inequality is weak (\(\displaystyle \geq \)) then the matrix is positive semi-definite.
Properties
- If the determinant of every upper-left submatrix is positive then the matrix is positive-definite.
- If \(\displaystyle A\) is PSD then \(\displaystyle A^T\) is PSD.
- The sum of PSD matrices is PSD.
Examples
Examples of PSD matrices:
- The identity matrix is PSD
- \(\displaystyle x x^T\) is PSD for any vector \(\displaystyle x\)
